LTVL.DE vs. QDVK.DE
LTVL.DE (Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc) and QDVK.DE (iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)) are both Consumer Staples Equities funds - LTVL.DE tracks the STOXX® Europe 600 Travel & Leisure while QDVK.DE tracks the S&P 500 Capped 35/20 Consumer Discretionary. Both are passively managed. Over the past 10 years, LTVL.DE returned -0.25%/yr vs 12.66%/yr for QDVK.DE. A 0.55 correlation means they provide meaningful diversification when combined. LTVL.DE charges 0.30%/yr vs 0.15%/yr for QDVK.DE.
Performance
LTVL.DE vs. QDVK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LTVL.DE achieves a -8.21% return, which is significantly lower than QDVK.DE's -0.11% return. Over the past 10 years, LTVL.DE has underperformed QDVK.DE with an annualized return of -0.25%, while QDVK.DE has yielded a comparatively higher 12.66% annualized return.
LTVL.DE
- 1D
- 0.62%
- 1M
- 2.29%
- YTD
- -8.21%
- 6M
- -7.98%
- 1Y
- -4.33%
- 3Y*
- -4.81%
- 5Y*
- -4.06%
- 10Y*
- -0.25%
QDVK.DE
- 1D
- 0.33%
- 1M
- -0.66%
- YTD
- -0.11%
- 6M
- -0.10%
- 1Y
- 9.79%
- 3Y*
- 13.82%
- 5Y*
- 9.12%
- 10Y*
- 12.66%
LTVL.DE vs. QDVK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LTVL.DE Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc | -8.21% | 1.60% | -4.23% | 22.42% | -13.28% | 0.97% | -13.77% | 15.26% | -9.35% | 15.81% |
QDVK.DE iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) | -0.11% | -5.11% | 38.60% | 38.90% | -33.82% | 35.49% | 20.84% | 31.88% | 3.58% | 7.42% |
Correlation
The correlation between LTVL.DE and QDVK.DE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.55 |
The correlation between LTVL.DE and QDVK.DE has been stable across timeframes, ranging from 0.49 to 0.55 - a consistent structural relationship.
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Return for Risk
LTVL.DE vs. QDVK.DE — Risk / Return Rank
LTVL.DE
QDVK.DE
LTVL.DE vs. QDVK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc (LTVL.DE) and iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| LTVL.DE | QDVK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.11 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 0.73 | -1.00 |
| Martin ratioReturn relative to average drawdown | -0.66 | 2.00 | -2.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LTVL.DE | QDVK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.27 | 0.56 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | 0.41 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.61 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.53 | -0.46 |
Drawdowns
LTVL.DE vs. QDVK.DE - Drawdown Comparison
The maximum LTVL.DE drawdown since its inception was -65.37%, which is greater than QDVK.DE's maximum drawdown of -37.28%. Use the drawdown chart below to compare losses from any high point for LTVL.DE and QDVK.DE.
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Drawdown Indicators
| LTVL.DE | QDVK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.37% | -37.28% | -28.09% |
Max Drawdown (1Y)Largest decline over 1 year | -18.90% | -13.65% | -5.25% |
Max Drawdown (3Y)Largest decline over 3 years | -28.32% | -30.81% | +2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -38.72% | -37.28% | -1.44% |
Max Drawdown (10Y)Largest decline over 10 years | -55.15% | -37.28% | -17.87% |
Current DrawdownCurrent decline from peak | -23.30% | -10.02% | -13.28% |
Average DrawdownAverage peak-to-trough decline | -20.35% | -9.22% | -11.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.63% | 4.99% | +2.64% |
Volatility
LTVL.DE vs. QDVK.DE - Volatility Comparison
Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc (LTVL.DE) and iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) have volatilities of 5.11% and 5.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LTVL.DE | QDVK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.11% | 5.33% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 14.86% | 13.18% | +1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.56% | 17.90% | +0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.03% | 21.84% | +1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.44% | 20.62% | +3.82% |
LTVL.DE vs. QDVK.DE - Expense Ratio Comparison
LTVL.DE has a 0.30% expense ratio, which is higher than QDVK.DE's 0.15% expense ratio.
Dividends
LTVL.DE vs. QDVK.DE - Dividend Comparison
Neither LTVL.DE nor QDVK.DE has paid dividends to shareholders.
Frequently Asked Questions
LTVL.DE and QDVK.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVK.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVK.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for LTVL.DE.
LTVL.DE tracks STOXX® Europe 600 Travel & Leisure, while QDVK.DE tracks S&P 500 Capped 35/20 Consumer Discretionary. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LTVL.DE and 0.15% for QDVK.DE.
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